Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. The banker’s guide to equity-linked certificates of deposit;Baubonis;The Journal of Derivatives,1993
2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
3. The pricing of structured products in the Swiss market;Burth;The Journal of Derivatives,2001
4. An analysis of market-index certificates of deposit;Chen;Journal of Financial Services Research,1990
5. Pricing the SPIN;Chen;Financial Management,1990
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